Scripting the modeling of a plane world map
I think the easiest way to do what you want is to find a map in SVG format that has the elements you need.

Import it into Blender.



(If you don't have the Imprt as SGV menu available you need to enable the addon in the UserPreferences CtrlU)



The map will be a series of curves that you can then extrude at will



using the controls for extrusion on the curve tab.



The naming for the curves is inherited from the naming of the curves in the original SVG file. You might want to edit that in Inkscape or Illustrator before bringing those over to Blender, or maybe you are lucky enough to find a SVG map that has the naming already done!